An Extremal Problem in Probability Theory

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Comparing sums of independent bounded random variables and sums of Bernoulli random variables
The Bennett-Orlicz norm
Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
Large deviations for truncated heavy-tailed random variables: a boundary case
Ruin problem and how fast stochastic processes mix
Tail probabilities of subadditive functionals of Lévy processes.
The supremum of a negative drift random walk with dependent heavy-tailed steps.
Precise large deviations for dependent subexponential variables
Time-uniform Chernoff bounds via nonnegative supermartingales
Sample path large deviations for Lévy processes and random walks with regularly varying increments
Noncommutative Bennett and Rosenthal inequalities
A large deviation inequality for vector functions on finite reversible Markov chains
Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.
Deterministic approximations of probability inequalities
Convergence of moments and related functional in the general central limit theorem in banach spaces
Convergence rates in the law of large numbers when extreme terms are excluded
Hoeffding's inequality for supermartingales
Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process
Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables
Triple operator version of the Golden-Thompson inequality for traces on von Neumann algebras
Sequences of independent functions and structure of rearrangement invariant spaces
Effect of truncation on large deviations for heavy-tailed random vectors
Clustering of large deviations events in heavy-tailed moving average processes: the catastrophe principle in the short-memory case

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